-64.6%
XYZ vs URI
+178.2%
-242.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.0% | +0.2% |
| 7D | +9.2% | -12.9% | +22.1% | +18.0% |
| 30D | +9.8% | -3.4% | +13.2% | +11.2% |
| 3M | -0.2% | -10.0% | +9.8% | +4.9% |
| 6M | +18.0% | +12.2% | +5.8% | +5.5% |
| YTD | +29.1% | +29.8% | -0.6% | -1.5% |
| 1Y | +14.1% | +24.6% | -10.5% | -10.4% |
| 3Y | +72.6% | +137.6% | -65.0% | -29.5% |
| 5Y | -64.6% | +176.6% | -241.2% | -89.7% |
| All | -64.6% | +178.2% | -242.8% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling